CRAN/E | uncorbets

uncorbets

Uncorrelated Bets via Minimum Torsion Algorithm

Installation

About

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) doi:10.2139/ssrn.2276632.

github.com/Reckziegel/uncorbets
reckziegel.github.io/uncorbets/
Bug report File report

Key Metrics

Version 0.1.2
R ≥ 2.10
Published 2024-02-20 73 days ago
Needs compilation? no
License MIT
License File
CRAN checks uncorbets results
Language en-US

Downloads

Yesterday 12 0%
Last 7 days 75 +44%
Last 30 days 199 -9%
Last 90 days 625 -4%
Last 365 days 2.168 -60%

Maintainer

Maintainer

Bernardo Reckziegel

bernardo_cse@hotmail.com

Authors

Bernardo Reckziegel

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

uncorbets archive

Depends

R ≥ 2.10

Imports

assertthat ≥ 0.2.1
NlcOptim ≥ 0.6
stats

Suggests

spelling
covr
testthat ≥ 3.0.10